+531.6%
FICO vs AMP
+585.0%
-53.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +0.8% |
| 7D | -0.1% | +3.1% | -3.2% | -1.9% |
| 30D | +8.4% | +3.9% | +4.5% | +6.0% |
| 3M | -30.5% | -5.8% | -24.7% | -28.5% |
| 6M | -35.7% | +12.1% | -47.8% | -39.9% |
| YTD | -57.2% | +7.1% | -64.3% | -59.2% |
| 1Y | -58.4% | +14.2% | -72.6% | -61.8% |
| 3Y | -24.8% | +62.5% | -87.3% | -43.5% |
| 5Y | +79.3% | +82.6% | -3.3% | +23.7% |
| 10Y | +531.6% | +515.9% | +15.7% | +143.4% |
| All | +531.6% | +585.0% | -53.3% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling